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Trial evidence / Managed Futures Trend

6033a8ec08ed974b

Hypothesis key 6033a8ec08ed974b Complete

First measurementNot recordedThis identity carries no first-measurement Sharpe. It is one of 4 such identities.

Forward epoch

Measured after the legacy epoch closed, under reservation ordinal 315. Register status DEVELOPMENT CLOSURE FINAL NOT ADMITTED. Final disposition KILL, not admitted: a development closure: the decision the study that ran this identity already made, imported and recorded, computing nothing.

Not ranked in the legacy distribution: that population is the retired epoch, and this identity belongs to the one after it.

Immutable first measurement

Hypothesis key
6033a8ec08ed974b
Configuration hash
ec1ee6b06babc27e
Research family
Managed Futures Trend
Packet status
COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED
Observations
856
Annualized Sharpe
0.6625536
Skew
-0.6725693
Kurtosis
7.823676

Evidence coverage

  1. Admission Or Kill Decision

    verified
    • Evidencee2272656fdd6e52dad73f3c831ca0c8f8255e4226322ba1325dd72ad2a3d5dab
    • Evidencefe6b9200684e78c10a956b6af3c77ed5b8580c0f1d29440145d8cd7f97e94e2b
    • Evidence40d3755274f6c4acd0540edc68641d87d5720d472c49bb40c1e3866ce1e181cf
    • Evidence7138e7a357eea194c55fa59bfac0d5982ff1b9093f579cae307ff6fa32b88306
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidence16a28a408a2ce65aa955a8f4c2b1485e81961d1657b6bc310919f62b5ca77b2b
    • Evidence52b77c93fa61aa766c71d381e92859c73aa6cf1012216fc9b82504ed33455d9d
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidenced59863d31e484ef8621c0b95aef3c5b5e819f4d0a9cc3d889771920c636bc8ee
    • Evidenceb6172da5351e47736128835110035db0c90a3a78b9c6cf34aedadfa4df24175f
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidenceefb3dd3784a6a0d65515a334b92e045e63bbf600d11e86a375950332e6d6a717
    • Evidencea2564de1d086613d3bd5801c16bacf64e1f494e2275d260ccec271a9f0bcd50e
    • Evidencee19bff71ef00aec9922608811443cb671145c53a9e54e64ca051a3c9f5d8f6f1
    • Evidence453ccc6f34c56f56f2657f4688dccfbc849466d5e52a8fe5e8c22b9e35cf11c3
    • Evidence3b795522e36ddab273482de637478971fdee73577a3f7149873db760e6c0f51f
    • Evidence3af8e967b068b608120eb9d3965aada6e66391c2b6fbdf48670bb8db71fcc72c
    • Final Development Admission Closure2d2aeae3487a422ff3ebe452a8ec2d6f8a30281cccf9cb597c8de031e2557791
  2. Code Environment And Reproduction

    verified
    • Evidencee2272656fdd6e52dad73f3c831ca0c8f8255e4226322ba1325dd72ad2a3d5dab
    • Evidencefe6b9200684e78c10a956b6af3c77ed5b8580c0f1d29440145d8cd7f97e94e2b
    • Evidence40d3755274f6c4acd0540edc68641d87d5720d472c49bb40c1e3866ce1e181cf
    • Evidence7138e7a357eea194c55fa59bfac0d5982ff1b9093f579cae307ff6fa32b88306
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidence16a28a408a2ce65aa955a8f4c2b1485e81961d1657b6bc310919f62b5ca77b2b
    • Evidence52b77c93fa61aa766c71d381e92859c73aa6cf1012216fc9b82504ed33455d9d
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidenced59863d31e484ef8621c0b95aef3c5b5e819f4d0a9cc3d889771920c636bc8ee
    • Evidenceb6172da5351e47736128835110035db0c90a3a78b9c6cf34aedadfa4df24175f
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidenceefb3dd3784a6a0d65515a334b92e045e63bbf600d11e86a375950332e6d6a717
    • Evidencea2564de1d086613d3bd5801c16bacf64e1f494e2275d260ccec271a9f0bcd50e
    • Evidencee19bff71ef00aec9922608811443cb671145c53a9e54e64ca051a3c9f5d8f6f1
    • Evidence453ccc6f34c56f56f2657f4688dccfbc849466d5e52a8fe5e8c22b9e35cf11c3
    • Evidence3b795522e36ddab273482de637478971fdee73577a3f7149873db760e6c0f51f
    • Evidence3af8e967b068b608120eb9d3965aada6e66391c2b6fbdf48670bb8db71fcc72c
  3. Economic Mechanism And Falsifiable Hypothesis

    verified
    • Evidencee2272656fdd6e52dad73f3c831ca0c8f8255e4226322ba1325dd72ad2a3d5dab
    • Evidencefe6b9200684e78c10a956b6af3c77ed5b8580c0f1d29440145d8cd7f97e94e2b
    • Evidence40d3755274f6c4acd0540edc68641d87d5720d472c49bb40c1e3866ce1e181cf
    • Evidence7138e7a357eea194c55fa59bfac0d5982ff1b9093f579cae307ff6fa32b88306
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidence16a28a408a2ce65aa955a8f4c2b1485e81961d1657b6bc310919f62b5ca77b2b
    • Evidence52b77c93fa61aa766c71d381e92859c73aa6cf1012216fc9b82504ed33455d9d
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidenced59863d31e484ef8621c0b95aef3c5b5e819f4d0a9cc3d889771920c636bc8ee
    • Evidenceb6172da5351e47736128835110035db0c90a3a78b9c6cf34aedadfa4df24175f
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidenceefb3dd3784a6a0d65515a334b92e045e63bbf600d11e86a375950332e6d6a717
    • Evidencea2564de1d086613d3bd5801c16bacf64e1f494e2275d260ccec271a9f0bcd50e
    • Evidencee19bff71ef00aec9922608811443cb671145c53a9e54e64ca051a3c9f5d8f6f1
    • Evidence453ccc6f34c56f56f2657f4688dccfbc849466d5e52a8fe5e8c22b9e35cf11c3
    • Evidence3b795522e36ddab273482de637478971fdee73577a3f7149873db760e6c0f51f
    • Evidence3af8e967b068b608120eb9d3965aada6e66391c2b6fbdf48670bb8db71fcc72c
  4. Execution And Cost Model

    verified
    • Evidencee2272656fdd6e52dad73f3c831ca0c8f8255e4226322ba1325dd72ad2a3d5dab
    • Evidencefe6b9200684e78c10a956b6af3c77ed5b8580c0f1d29440145d8cd7f97e94e2b
    • Evidence40d3755274f6c4acd0540edc68641d87d5720d472c49bb40c1e3866ce1e181cf
    • Evidence7138e7a357eea194c55fa59bfac0d5982ff1b9093f579cae307ff6fa32b88306
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidence16a28a408a2ce65aa955a8f4c2b1485e81961d1657b6bc310919f62b5ca77b2b
    • Evidence52b77c93fa61aa766c71d381e92859c73aa6cf1012216fc9b82504ed33455d9d
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidenced59863d31e484ef8621c0b95aef3c5b5e819f4d0a9cc3d889771920c636bc8ee
    • Evidenceb6172da5351e47736128835110035db0c90a3a78b9c6cf34aedadfa4df24175f
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidenceefb3dd3784a6a0d65515a334b92e045e63bbf600d11e86a375950332e6d6a717
    • Evidencea2564de1d086613d3bd5801c16bacf64e1f494e2275d260ccec271a9f0bcd50e
    • Evidencee19bff71ef00aec9922608811443cb671145c53a9e54e64ca051a3c9f5d8f6f1
    • Evidence453ccc6f34c56f56f2657f4688dccfbc849466d5e52a8fe5e8c22b9e35cf11c3
    • Evidence3b795522e36ddab273482de637478971fdee73577a3f7149873db760e6c0f51f
    • Evidence3af8e967b068b608120eb9d3965aada6e66391c2b6fbdf48670bb8db71fcc72c
  5. Family And Union Trial Accounting

    verified
    • Evidencee2272656fdd6e52dad73f3c831ca0c8f8255e4226322ba1325dd72ad2a3d5dab
    • Evidencefe6b9200684e78c10a956b6af3c77ed5b8580c0f1d29440145d8cd7f97e94e2b
    • Evidence40d3755274f6c4acd0540edc68641d87d5720d472c49bb40c1e3866ce1e181cf
    • Evidence7138e7a357eea194c55fa59bfac0d5982ff1b9093f579cae307ff6fa32b88306
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidence16a28a408a2ce65aa955a8f4c2b1485e81961d1657b6bc310919f62b5ca77b2b
    • Evidence52b77c93fa61aa766c71d381e92859c73aa6cf1012216fc9b82504ed33455d9d
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidenced59863d31e484ef8621c0b95aef3c5b5e819f4d0a9cc3d889771920c636bc8ee
    • Evidenceb6172da5351e47736128835110035db0c90a3a78b9c6cf34aedadfa4df24175f
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidenceefb3dd3784a6a0d65515a334b92e045e63bbf600d11e86a375950332e6d6a717
    • Evidencea2564de1d086613d3bd5801c16bacf64e1f494e2275d260ccec271a9f0bcd50e
    • Evidencee19bff71ef00aec9922608811443cb671145c53a9e54e64ca051a3c9f5d8f6f1
    • Evidence453ccc6f34c56f56f2657f4688dccfbc849466d5e52a8fe5e8c22b9e35cf11c3
    • Evidence3b795522e36ddab273482de637478971fdee73577a3f7149873db760e6c0f51f
    • Evidence3af8e967b068b608120eb9d3965aada6e66391c2b6fbdf48670bb8db71fcc72c
  6. Identity And Authorship

    verified
    • Evidencee2272656fdd6e52dad73f3c831ca0c8f8255e4226322ba1325dd72ad2a3d5dab
    • Evidencefe6b9200684e78c10a956b6af3c77ed5b8580c0f1d29440145d8cd7f97e94e2b
    • Evidence40d3755274f6c4acd0540edc68641d87d5720d472c49bb40c1e3866ce1e181cf
    • Evidence7138e7a357eea194c55fa59bfac0d5982ff1b9093f579cae307ff6fa32b88306
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidence16a28a408a2ce65aa955a8f4c2b1485e81961d1657b6bc310919f62b5ca77b2b
    • Evidence52b77c93fa61aa766c71d381e92859c73aa6cf1012216fc9b82504ed33455d9d
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidenced59863d31e484ef8621c0b95aef3c5b5e819f4d0a9cc3d889771920c636bc8ee
    • Evidenceb6172da5351e47736128835110035db0c90a3a78b9c6cf34aedadfa4df24175f
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidenceefb3dd3784a6a0d65515a334b92e045e63bbf600d11e86a375950332e6d6a717
    • Evidencea2564de1d086613d3bd5801c16bacf64e1f494e2275d260ccec271a9f0bcd50e
    • Evidencee19bff71ef00aec9922608811443cb671145c53a9e54e64ca051a3c9f5d8f6f1
    • Evidence453ccc6f34c56f56f2657f4688dccfbc849466d5e52a8fe5e8c22b9e35cf11c3
    • Evidence3b795522e36ddab273482de637478971fdee73577a3f7149873db760e6c0f51f
    • Evidence3af8e967b068b608120eb9d3965aada6e66391c2b6fbdf48670bb8db71fcc72c
  7. Literature And Overlap Decision

    verified
    • Evidencee2272656fdd6e52dad73f3c831ca0c8f8255e4226322ba1325dd72ad2a3d5dab
    • Evidencefe6b9200684e78c10a956b6af3c77ed5b8580c0f1d29440145d8cd7f97e94e2b
    • Evidence40d3755274f6c4acd0540edc68641d87d5720d472c49bb40c1e3866ce1e181cf
    • Evidence7138e7a357eea194c55fa59bfac0d5982ff1b9093f579cae307ff6fa32b88306
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidence16a28a408a2ce65aa955a8f4c2b1485e81961d1657b6bc310919f62b5ca77b2b
    • Evidence52b77c93fa61aa766c71d381e92859c73aa6cf1012216fc9b82504ed33455d9d
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidenced59863d31e484ef8621c0b95aef3c5b5e819f4d0a9cc3d889771920c636bc8ee
    • Evidenceb6172da5351e47736128835110035db0c90a3a78b9c6cf34aedadfa4df24175f
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidenceefb3dd3784a6a0d65515a334b92e045e63bbf600d11e86a375950332e6d6a717
    • Evidencea2564de1d086613d3bd5801c16bacf64e1f494e2275d260ccec271a9f0bcd50e
    • Evidencee19bff71ef00aec9922608811443cb671145c53a9e54e64ca051a3c9f5d8f6f1
    • Evidence453ccc6f34c56f56f2657f4688dccfbc849466d5e52a8fe5e8c22b9e35cf11c3
    • Evidence3b795522e36ddab273482de637478971fdee73577a3f7149873db760e6c0f51f
    • Evidence3af8e967b068b608120eb9d3965aada6e66391c2b6fbdf48670bb8db71fcc72c
  8. Machine Readable Packet And Stable Public Paper

    verified
    • Evidencee2272656fdd6e52dad73f3c831ca0c8f8255e4226322ba1325dd72ad2a3d5dab
    • Evidencefe6b9200684e78c10a956b6af3c77ed5b8580c0f1d29440145d8cd7f97e94e2b
    • Evidence40d3755274f6c4acd0540edc68641d87d5720d472c49bb40c1e3866ce1e181cf
    • Evidence7138e7a357eea194c55fa59bfac0d5982ff1b9093f579cae307ff6fa32b88306
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidence16a28a408a2ce65aa955a8f4c2b1485e81961d1657b6bc310919f62b5ca77b2b
    • Evidence52b77c93fa61aa766c71d381e92859c73aa6cf1012216fc9b82504ed33455d9d
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidenced59863d31e484ef8621c0b95aef3c5b5e819f4d0a9cc3d889771920c636bc8ee
    • Evidenceb6172da5351e47736128835110035db0c90a3a78b9c6cf34aedadfa4df24175f
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidenceefb3dd3784a6a0d65515a334b92e045e63bbf600d11e86a375950332e6d6a717
    • Evidencea2564de1d086613d3bd5801c16bacf64e1f494e2275d260ccec271a9f0bcd50e
    • Evidencee19bff71ef00aec9922608811443cb671145c53a9e54e64ca051a3c9f5d8f6f1
    • Evidence453ccc6f34c56f56f2657f4688dccfbc849466d5e52a8fe5e8c22b9e35cf11c3
    • Evidence3b795522e36ddab273482de637478971fdee73577a3f7149873db760e6c0f51f
    • Evidence3af8e967b068b608120eb9d3965aada6e66391c2b6fbdf48670bb8db71fcc72c
  9. Point In Time Data And Survivorship Controls

    verified
    • Evidencee2272656fdd6e52dad73f3c831ca0c8f8255e4226322ba1325dd72ad2a3d5dab
    • Evidencefe6b9200684e78c10a956b6af3c77ed5b8580c0f1d29440145d8cd7f97e94e2b
    • Evidence40d3755274f6c4acd0540edc68641d87d5720d472c49bb40c1e3866ce1e181cf
    • Evidence7138e7a357eea194c55fa59bfac0d5982ff1b9093f579cae307ff6fa32b88306
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidence16a28a408a2ce65aa955a8f4c2b1485e81961d1657b6bc310919f62b5ca77b2b
    • Evidence52b77c93fa61aa766c71d381e92859c73aa6cf1012216fc9b82504ed33455d9d
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidenced59863d31e484ef8621c0b95aef3c5b5e819f4d0a9cc3d889771920c636bc8ee
    • Evidenceb6172da5351e47736128835110035db0c90a3a78b9c6cf34aedadfa4df24175f
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidenceefb3dd3784a6a0d65515a334b92e045e63bbf600d11e86a375950332e6d6a717
    • Evidencea2564de1d086613d3bd5801c16bacf64e1f494e2275d260ccec271a9f0bcd50e
    • Evidencee19bff71ef00aec9922608811443cb671145c53a9e54e64ca051a3c9f5d8f6f1
    • Evidence453ccc6f34c56f56f2657f4688dccfbc849466d5e52a8fe5e8c22b9e35cf11c3
    • Evidence3b795522e36ddab273482de637478971fdee73577a3f7149873db760e6c0f51f
    • Evidence3af8e967b068b608120eb9d3965aada6e66391c2b6fbdf48670bb8db71fcc72c
  10. Preregistration And Hashes

    verified
    • Evidencee2272656fdd6e52dad73f3c831ca0c8f8255e4226322ba1325dd72ad2a3d5dab
    • Evidencefe6b9200684e78c10a956b6af3c77ed5b8580c0f1d29440145d8cd7f97e94e2b
    • Evidence40d3755274f6c4acd0540edc68641d87d5720d472c49bb40c1e3866ce1e181cf
    • Evidence7138e7a357eea194c55fa59bfac0d5982ff1b9093f579cae307ff6fa32b88306
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidence16a28a408a2ce65aa955a8f4c2b1485e81961d1657b6bc310919f62b5ca77b2b
    • Evidence52b77c93fa61aa766c71d381e92859c73aa6cf1012216fc9b82504ed33455d9d
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidenced59863d31e484ef8621c0b95aef3c5b5e819f4d0a9cc3d889771920c636bc8ee
    • Evidenceb6172da5351e47736128835110035db0c90a3a78b9c6cf34aedadfa4df24175f
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidenceefb3dd3784a6a0d65515a334b92e045e63bbf600d11e86a375950332e6d6a717
    • Evidencea2564de1d086613d3bd5801c16bacf64e1f494e2275d260ccec271a9f0bcd50e
    • Evidencee19bff71ef00aec9922608811443cb671145c53a9e54e64ca051a3c9f5d8f6f1
    • Evidence453ccc6f34c56f56f2657f4688dccfbc849466d5e52a8fe5e8c22b9e35cf11c3
    • Evidence3b795522e36ddab273482de637478971fdee73577a3f7149873db760e6c0f51f
    • Evidence3af8e967b068b608120eb9d3965aada6e66391c2b6fbdf48670bb8db71fcc72c
  11. Result Uncertainty Stress Capacity And Diversification

    verified
    • Evidencee2272656fdd6e52dad73f3c831ca0c8f8255e4226322ba1325dd72ad2a3d5dab
    • Evidencefe6b9200684e78c10a956b6af3c77ed5b8580c0f1d29440145d8cd7f97e94e2b
    • Evidence40d3755274f6c4acd0540edc68641d87d5720d472c49bb40c1e3866ce1e181cf
    • Evidence7138e7a357eea194c55fa59bfac0d5982ff1b9093f579cae307ff6fa32b88306
    • Evidencef482db09d61f1850675e943a74a5872a756c7b944b9f9118da08344fa0e186ff
    • Evidence16a28a408a2ce65aa955a8f4c2b1485e81961d1657b6bc310919f62b5ca77b2b
    • Evidence52b77c93fa61aa766c71d381e92859c73aa6cf1012216fc9b82504ed33455d9d
    • Evidence1d33cf07b565c91857b9734d0be8159599a5d292d1ec83b80d340d72077eedaf
    • Evidenced59863d31e484ef8621c0b95aef3c5b5e819f4d0a9cc3d889771920c636bc8ee
    • Evidenceb6172da5351e47736128835110035db0c90a3a78b9c6cf34aedadfa4df24175f
    • Evidencefd9c401ab06f5dc5865a07a109d41fe91c93b734059118e48a4c21085d322b72
    • Evidenceefb3dd3784a6a0d65515a334b92e045e63bbf600d11e86a375950332e6d6a717
    • Evidencea2564de1d086613d3bd5801c16bacf64e1f494e2275d260ccec271a9f0bcd50e
    • Evidencee19bff71ef00aec9922608811443cb671145c53a9e54e64ca051a3c9f5d8f6f1
    • Evidence453ccc6f34c56f56f2657f4688dccfbc849466d5e52a8fe5e8c22b9e35cf11c3
    • Evidence3b795522e36ddab273482de637478971fdee73577a3f7149873db760e6c0f51f
    • Evidence3af8e967b068b608120eb9d3965aada6e66391c2b6fbdf48670bb8db71fcc72c

Completion assessment

COMPLETE_ACCOUNTING_FINAL_KILLED_NOT_ADMITTED

Frozen configuration

Allocator
rank
Alpha Names
eq_mom_252_21
End
1,780,358,400,000
Instrument Ids
List preserved in the machine-readable packet
No Trade Band
0.001
Rebalance Bars
63
Research Engine
Nested object preserved in the machine-readable packet
Start
1,640,736,000,000
Test Bars
63
Train Bars
252

Verify the packet

Download the machine-readable packet · All trials

Packet content hash sha256:4ee7d677d281169b3f0a3d116782816cfc3baffb49d65fe2dada577e3e8c1067